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Market replay, always reload historical data
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Created: by matevisky Attachments:0

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Market replay, always reload historical data

Elite Member
Berlin, Europe
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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Fat Tails's Avatar
Posts: 9,691 since Mar 2010
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matevisky View Post
Which is correct. But to load chart data back to 30-60 days not these data is used!
Market replay data has been used only for thw given day, but all the other historical data has been loaded during the chart loads. And mu issue is that to force NT somehow to cache these data as well.

The data used for the prior days is historical data. Just connect to a historical data provider and download it. Then disconnect from the historical data provider and connect to replay.

If no such historical data is available, then market replay will start with an empty chart.

Last edited by Fat Tails; July 21st, 2013 at 09:18 AM. Reason: typo
Budapest, Hungary
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Fat Tails View Post
The data used for the prior days is historical data. Just connect to a historical data provider and download it. Then disconnect from the historical data provider and connect to replay.

If no such historical data is available, then market replay will start with an empty start.

Now we are almost the same page. I would like to download and save these historical data somehow, because it has been downloaded over and over again or at least i would like to cache it!

Trading Apprentice
Montreal quebec
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This post has been selected as an answer to the original posters question Answer

I don't know if this issue has been resolved to your satisfaction, but let me put my 2 cents here.

First of all i'm no NT expert, i'm an mt4 trder trying to switch to NT but this data structure was my first question to pop up.

From what i understand NT has three distinct data sets. The historical data set for backtest and to populate your chart if available. Then there is the replay data set for replay only. Finally there is the open chart data that i suppose is held in memory and lost when you close your chart.

If you want to improve your replay there is two things that i can see:
1. Make sure that your historical database cover the whole span of your indicator for the period you want to replay. For example, if you want to replay today's events, and have a 200 sma on your chart, make that you have at least one month of data in your database(if you are trading<hour timeframe). Otherwise it will reload from server.
2. Save a template specific for replay where you will set the days to preload of your series to 2 or 3. It doesn't make sense to preload 50 days of data to replay today's events.

Finally there is a setting in the option of NT to "save chart data to hystory" and "save chart data for replay" you might want to check these so you don't reload everytime.

The following user says Thank You to tubular2000 for this post:


futures io > > > > Market replay, always reload historical data
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